The difference is not subtle, it is HUGE. second best = one place off of best worst = last Compare Manchester City to Wolverhampton Wanderers. Of course, if there are only two parties involved, they mean exactly the same.

Second best implies comparing between you and someone else. Worse could be any number of people. All the best

You'd only use "second best" if there was only one opponent (eg. a sports match, an argument, a debate, a fight...). Basically, "I always come off second best" means you always lose. So it is a euphemism. If there were more competitiors, the phrase loses its euphemistic status. "I always come off worse" simply means you are "damaged" (injured? disadvantaged?). It can mean you always lose, but you don't even need to compete to come off worse; it's the result of whatever situation happened around you.

Worse is not last. Worse is not as good as YOU were before. You may finish ahead of many in a race, but not as good as you were last time. Each time you try, you do not as good as you did the time before. You always come off second best- you never seem to be able to be first, and you are (probably) not satisfied with second, or you would not be saying that. Euphemism... I can't grab the gold When will I have my day in the spotlight I want my day in the sun Where is my 15 minutes Ive spilled my guts but get no glory

I always come off second best. I always come off worse. The speaker is saying she always comes out next to the best, but never gets first place....the best. In the second example, she gets last place, the worst of all. She did poorly, and is not happy about that. If you get First Place, the Best of all, you did well, and are really happy about that. If you got second place, you were close to being the best, but you missed getting that by a few points. I would say..."how did the competition go?" "Did you win? What position did you get, First Place? How did it come out?" "I hope you did not get last place!"